Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage (Q2940768)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage |
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Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage (English)
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20 January 2015
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stochastic portfolio theory
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functionally generated portfolio
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statistical arbitrage
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portfolio theory
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portfolio immunization
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mirror portfolio
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master equation
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